+80.2%
IBB vs PFGC
+77.4%
+2.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | -1.8% | +8.5% | -10.4% | -4.0% |
| 30D | +5.1% | +15.0% | -9.9% | +1.2% |
| 3M | +10.7% | -6.2% | +16.9% | +12.2% |
| 6M | +22.9% | +15.7% | +7.2% | +17.3% |
| YTD | +26.7% | +19.6% | +7.1% | +18.9% |
| 1Y | +35.1% | +13.2% | +21.9% | +28.9% |
| 3Y | +80.2% | +77.0% | +3.2% | +44.1% |
| All | +80.2% | +77.4% | +2.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling